+35.8%
XYZ vs W
+0.7%
+35.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | +11.5% | +6.8% | +4.7% | +9.8% |
| 3M | +1.8% | +10.7% | -8.9% | -0.9% |
| 6M | +21.2% | +86.3% | -65.1% | -0.1% |
| YTD | +29.9% | +11.5% | +18.5% | +19.4% |
| 1Y | +35.8% | +5.1% | +30.7% | +26.8% |
| All | +35.8% | +0.7% | +35.0% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling